A quick search turned [url=http://www.highimpacthalo.org/forum/showthread.php?t=12658]this[/url] up:
[i]"To change your name, play challenge mode in Dead Or Alive 3. Successfully complete challenge mode and you will be prompted to enter a record name. Enter the name that you wish to change your pre-assigned Xbox name to. This will now be the title your Xbox is referred to during linked play. Note: Although you cannot delete a name, you can change it again. Keep playing a mode where you can enter a "nickname" in Dead Or Alive 3 and get it to the top of the list.
To change the name on your Xbox you can also use Cel Damage. When you enter a valid cheat code in the game, it will also change the name of your Xbox (for example, ENCHILADA!).
To change the name on your Xbox you can also use Moto GP. Your Xbox will be renamed to the profile name used in that game.
To change the name on your Xbox you can also use Return To Castle Wolfenstein. Create an Xbox Live! nickname (you do not have to actually sign up or use it), and that entry will now be your Xbox's name."[/i]